-63.4%
PINS vs IT
-40.5%
-22.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.5% | -0.1% |
| 7D | -12.0% | -6.0% | -6.0% | -9.7% |
| 30D | -12.7% | 0.0% | -12.7% | -13.0% |
| 3M | -5.5% | +13.1% | -18.6% | -12.5% |
| 6M | +5.3% | +11.7% | -6.4% | -2.9% |
| YTD | -21.2% | -26.1% | +4.9% | -12.2% |
| 1Y | -45.0% | -21.3% | -23.8% | -41.8% |
| 3Y | -26.2% | -46.7% | +20.5% | -9.8% |
| All | -63.4% | -40.5% | -22.9% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling